MAT159H1/Unit 03
Unit 03 · Analysis 1B

Sequences & Cauchy Sequences

Sequences in their rigorous form, plus the Cauchy criterion — convergence detected without knowing the limit. This is the deep idea the analysis stream adds beyond ordinary calculus, and it is what makes $\mathbb{R}$ different from $\mathbb{Q}$.

Why it matters & where it comes from
Why it exists

Sometimes you must know a sequence converges without naming its limit — the limit may not have a closed form at all. The Cauchy criterion does exactly that, and it is how the completeness of $\mathbb{R}$ is most usefully expressed and used in practice.

In the real world

Every iterative algorithm is a sequence — Newton's method, fixed-point iteration, gradient descent, machine-learning training loops. "Cauchy" is the practical test that successive iterates stop changing, which is exactly the stopping criterion these algorithms use.

Story & open questions

Cantor and Dedekind used Cauchy sequences (and Dedekind cuts, respectively) to construct $\mathbb{R}$ rigorously from $\mathbb{Q}$ in the 1870s. Zeno's 450 BC paradox of Achilles and the tortoise is resolved by the limit of exactly such a sequence of positions.

By the end you can

The ε–N definition and limit laws

Definition

$\lim a_n=L$ means: $\forall\varepsilon>0\ \exists N\in\mathbb{N}$ such that $n\ge N\Rightarrow|a_n-L|<\varepsilon$. Informally, the tail of the sequence eventually stays as close to $L$ as you like.

Limit laws

If $a_n\to L$ and $b_n\to M$, then $a_n+b_n\to L+M$, $a_nb_n\to LM$, and (if $M\ne0$) $a_n/b_n\to L/M$. Every one of these follows from the triangle inequality applied to the ε–N definitions of the two sequences — the same "add and subtract" trick from Unit 1's absolute-value work.

Example Direct ε–N proof

Prove $\lim\dfrac{2n+1}{n}=2$.

$\left|\dfrac{2n+1}{n}-2\right|=\dfrac1n$. Given $\varepsilon>0$, choose $N>1/\varepsilon$; then $n\ge N\Rightarrow \tfrac1n\le\tfrac1N<\varepsilon$. ∎

Monotone convergence and Bolzano–Weierstrass

Monotone Convergence Theorem

An increasing sequence bounded above converges, to $\sup\{a_n\}$ (symmetrically for decreasing and bounded below). This is really the completeness axiom of $\mathbb{R}$ restated for sequences: the supremum exists by completeness, and the tail must get close to it or else a smaller upper bound would exist.

Bolzano–Weierstrass

Every bounded sequence of real numbers has a convergent subsequence. (Proof idea: repeatedly bisect an interval containing infinitely many terms, always keeping the half that still contains infinitely many terms; the nested intervals pin down a limit.)

Bounded but not convergent $a_n=(-1)^n$ is bounded but does not converge — Bolzano–Weierstrass only promises a convergent subsequence ($a_{2n}\to1$), not convergence of the whole sequence.

Cauchy sequences

Definition Cauchy

$(a_n)$ is Cauchy if $\forall\varepsilon>0\ \exists N$ such that $m,n\ge N\Rightarrow|a_m-a_n|<\varepsilon$ — terms compare to each other, with no reference to a limit.

Theorem Completeness of $\mathbb{R}$

A sequence of real numbers converges if and only if it is Cauchy.

Proof convergent $\Rightarrow$ Cauchy
Suppose $a_n\to L$. Given $\varepsilon>0$, choose $N$ with $|a_n-L|<\varepsilon/2$ for $n\ge N$.
For $m,n\ge N$: $|a_m-a_n|\le|a_m-L|+|L-a_n|< \varepsilon/2+\varepsilon/2=\varepsilon$. ∎
The other direction needs completeness Cauchy $\Rightarrow$ convergent uses Bolzano–Weierstrass: a Cauchy sequence is bounded, so it has a convergent subsequence by B–W; the Cauchy condition then forces the whole sequence to converge to that same subsequential limit. This step genuinely needs completeness — it is exactly where the proof would break in $\mathbb{Q}$.
Common pitfalls

• "Cauchy" compares terms to each other, not to a (possibly unknown) limit — do not write $|a_n-L|$ in a Cauchy proof.
• Cauchy implies convergent only because $\mathbb{R}$ is complete — the sequence of rational truncations of $\sqrt2$ is Cauchy in $\mathbb{Q}$ but has no limit in $\mathbb{Q}$.
• A bounded sequence need not converge unless it is also monotone, or you only extract a convergent subsequence (Bolzano–Weierstrass), not the whole sequence.
• In a limit-law computation, each individual limit must be known to exist first — you cannot split $\lim(a_n/b_n)$ this way if $b_n\to0$.

Practice

Practice 1 · ε–N

Prove $\lim\dfrac{n}{n+1}=1$.

Answer
$\left|\tfrac{n}{n+1}-1 \right|=\tfrac1{n+1}<\varepsilon$ for $n>1/\varepsilon-1$.
Practice 2 · Monotone convergence

Show $a_1=\sqrt2,\ a_{n+1}=\sqrt{2+a_n}$ converges and find the limit.

Solution
Increasing (by induction, using $a_n<2\Rightarrow a_{n+1}=\sqrt{2+a_n}<2$) and bounded above by $2$, so it converges by MCT. The limit $L$ satisfies $L=\sqrt{2+L}$, giving $L^2-L-2=0$, so $L=2$.
Practice 3 · Cauchy, directly

Why is $a_n=(-1)^n$ not Cauchy?

Answer
Consecutive terms differ by $2$, so for $\varepsilon=1$ no $N$ works: taking $m=n+1\ge N$ always gives $|a_m-a_n|=2\ge\varepsilon$.
Practice 4 · Limit laws

Given $a_n\to3$ and $b_n\to-2$, find $\lim\dfrac{2a_n+b_n^2}{a_n b_n}$.

Answer
$\dfrac{2(3)+(-2)^2} {3\cdot(-2)}=\dfrac{10}{-6}=-\dfrac53$.
Practice 5 · Bolzano–Weierstrass

$a_n=\sin(n)$. Explain why a convergent subsequence must exist, without finding one explicitly.

Answer
$(a_n)$ is bounded ($|\sin n|\le1$), so Bolzano–Weierstrass guarantees a convergent subsequence, even though no closed form for it is obvious.
Practice 6 · Cauchy from a recursive bound

If $|a_{n+1}-a_n|\le\dfrac{1}{2^n}$ for all $n$, show $(a_n)$ is Cauchy.

Solution
For $m>n$, the triangle inequality gives $|a_m-a_n|\le\sum_{k=n}^{m-1}|a_{k+1}-a_k|\le \sum_{k=n}^{\infty}2^{-k}=2^{1-n}\to0$ as $n\to\infty$, so the tail differences can be made $<\varepsilon$.
Practice 7 · Why $\mathbb{Q}$ fails

Let $a_n$ be the decimal truncation of $\sqrt2$ to $n$ places (so $a_1=1.4,\ a_2=1.41,\dots$). Explain why $(a_n)$ is Cauchy in $\mathbb{Q}$ but the completeness theorem "converges iff Cauchy" does not hold in $\mathbb{Q}$.

Answer
The terms get arbitrarily close together (Cauchy), but the only possible limit is $\sqrt2\notin\mathbb{Q}$ — so a Cauchy sequence of rationals need not converge to a rational. Completeness is precisely the extra axiom that rules this out in $\mathbb{R}$.
Practice 8 · Subsequences

Prove: if every subsequence of $(a_n)$ has a further subsequence converging to the same limit $L$, then $a_n\to L$.

Solution
Suppose not: then some $\varepsilon>0$ has infinitely many $n$ with $|a_n-L|\ge\varepsilon$, giving a subsequence bounded away from $L$ — no further subsequence of it can converge to $L$, contradicting the hypothesis.

Expanded topic checklist

Course coverage. This unit is part of the complete MAT159H1 topic map. It should cover the following items before you move on:

Textbook/source alignment

Use the current UofT MAT159H1 calendar topics as the coverage spine, and pair lecture notes with a Spivak-style proof-calculus text for extra reading. The exact assigned textbook should still be checked against the instructor syllabus.

Core theorem map

The sequence spine is: convergence implies Cauchy; completeness gives Cauchy implies convergence; monotone bounded sequences are the most common existence tool.

Study routine. When a limit is guessed from algebra, prove existence first with monotonicity, boundedness, or Cauchy estimates.

Deep practice extensions

Use these after the main practice set. They are designed to force definition-level reasoning, theorem selection, and mixed application rather than routine calculation only.

Extension 1 · Cauchy proof

Show $a_n=1/n$ is Cauchy.

Guide
Given $\epsilon>0$, choose $N>2/\epsilon$. For $m,n\ge N$, $|1/n-1/m|\le1/n+1/m<\epsilon$.
Extension 2 · Not Cauchy

Explain why $a_n=(-1)^n$ is not Cauchy.

Guide
Terms with opposite parity remain distance $2$ apart arbitrarily far out.
Extension 3 · Subsequence test

If two subsequences have different limits, what follows about the original sequence?

Guide
The original sequence cannot converge, because every subsequence of a convergent sequence has the same limit.
Extension 4 · Recursive

For $a_{n+1}=(a_n+2/a_n)/2$ with $a_1>0$, what would you try to prove before taking limits?

Guide
Show positivity, boundedness below by $\sqrt2$ after the first step, and monotone decrease when above $\sqrt2$; then the limit equation gives $L=\sqrt2$.